\Header{acme}{Monthly Excess Returns}
\keyword{datasets}{acme}
\begin{Description}\relax
The \code{acme} data frame has 60 rows and 3 columns.


The excess return for the Acme Cleveland Corporation are recorded along with
those for all stocks listed on the New York and American Stock Exchanges were
recorded over a five year period.  These excess returns are relative to the
return on a risk-less investment such a U.S. Treasury bills.\end{Description}
\begin{Usage}
\begin{verbatim}
data(acme)
\end{verbatim}
\end{Usage}
\begin{Format}\relax
This data frame contains the following columns:


\describe{
\item[\code{month}] A character string representing the month of the observation.

\item[\code{market}] The excess return of the market as a whole.

\item[\code{acme}] The excess return for the Acme Cleveland Corporation.
}\end{Format}
\begin{Source}\relax
The data were obtained from


Simonoff, J.S. and Tsai, C.-L. (1994) Use of modified profile likelihood for 
improved tests of constancy of variance in regression. 
\emph{Applied Statistics}, \bold{43}, 353--370.\end{Source}
\begin{References}\relax
Davison, A.C. and Hinkley, D.V. (1997) \emph{Bootstrap Methods and Their Application}. Cambridge University Press.\end{References}

